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Al Wakil, Anmar (1)
SubjectArbitrage de volatilité (1)Econométrie haute-Fréquence (1)Estimation neutre au risque (1)Evaluation de performance (1)Factor-Based investing (1)Hedge funds (1)High-Frequency econometrics (1)Implied Volatility (1)Investissement factoriel (1)Performance evaluation (1)... Plus d'optionsDate Issued2017 (1)Type de document
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Modélisation de la volatilité Implicite, primes de risque d’assurance, et stratégies d’arbitrage de volatilitéImplied Volatility Modelling, Tail Risk Premia, and Volatility Arbitrage Strategies 

Al Wakil, Anmar (2017-12-11) Thèse

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